Ukko was the most important god in Finnish paganism, a religion that was in Finland before Christianity. Ukko was god of sky and thunder. Ukko was an old man and he lived on the sky. He had a weapon - hammer or axe called Ukonvasara. Lightning is from this weapon.
Finnish pagans had an image of this weapon made from metal on their necks. They believed that lightning does not hit people who have this image.